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Amplify Etho Climate Leadership U.S. ETF (ETHO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US26924G8886
CUSIP
26924G888
Issuer
Amplify
Inception Date
Nov 18, 2015
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Etho Climate Leadership Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Amplify Etho Climate Leadership U.S. ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Amplify Etho Climate Leadership U.S. ETF (ETHO) has returned 1.19% so far this year and 21.18% over the past 12 months.


Amplify Etho Climate Leadership U.S. ETF

1D
3.33%
1M
-4.63%
YTD
1.19%
6M
4.63%
1Y
21.18%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 29, 2024, ETHO's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, your investment would double in approximately 7.4 years.

Historically, 70% of months were positive and 30% were negative. The best month was Nov 2024 with a return of +8.7%, while the worst month was Apr 2024 at -6.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ETHO closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +9.0%, while the worst single day was Apr 3, 2025 at -6.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.13%1.89%-4.63%1.19%
20253.68%-5.11%-6.45%-2.76%6.12%2.44%1.75%5.42%2.14%1.53%1.30%0.54%10.23%
2024-2.02%3.63%3.56%-6.89%3.80%0.19%5.18%0.27%0.77%-1.65%8.69%-6.49%8.17%

Benchmark Metrics

Amplify Etho Climate Leadership U.S. ETF has an annualized alpha of -4.64%, beta of 1.07, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since January 30, 2024.

  • This ETF participated in 137.07% of S&P 500 Index downside but only 103.48% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -4.64% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 1.07 and R² of 0.77, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-4.64%
Beta
1.07
0.77
Upside Capture
103.48%
Downside Capture
137.07%

Expense Ratio

ETHO has an expense ratio of 0.45%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ETHO ranks 54 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


ETHO Risk / Return Rank: 5454
Overall Rank
ETHO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ETHO Sortino Ratio Rank: 5353
Sortino Ratio Rank
ETHO Omega Ratio Rank: 4949
Omega Ratio Rank
ETHO Calmar Ratio Rank: 5858
Calmar Ratio Rank
ETHO Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Amplify Etho Climate Leadership U.S. ETF (ETHO) and compare them to a chosen benchmark (S&P 500 Index).


ETHOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.90

+0.05

Sortino ratio

Return per unit of downside risk

1.47

1.39

+0.08

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.52

1.40

+0.12

Martin ratio

Return relative to average drawdown

6.41

6.61

-0.19

Explore ETHO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Amplify Etho Climate Leadership U.S. ETF provided a 0.85% dividend yield over the last twelve months, with an annual payout of $0.56 per share.


0.70%0.75%0.80%0.85%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.56$0.56$0.41

Dividend yield

0.85%0.86%0.69%

Monthly Dividends

The table displays the monthly dividend distributions for Amplify Etho Climate Leadership U.S. ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.56$0.56
2024$0.13$0.00$0.00$0.13$0.00$0.00$0.15$0.41

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Amplify Etho Climate Leadership U.S. ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Amplify Etho Climate Leadership U.S. ETF was 25.50%, occurring on Apr 8, 2025. Recovery took 112 trading sessions.

The current Amplify Etho Climate Leadership U.S. ETF drawdown is 6.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.5%Dec 5, 202484Apr 8, 2025112Sep 18, 2025196
-9.82%Jul 17, 202414Aug 5, 202466Nov 6, 202480
-9.25%Feb 23, 202626Mar 30, 2026
-8.27%Apr 1, 202414Apr 18, 202458Jul 12, 202472
-6.54%Oct 28, 202518Nov 20, 20255Nov 28, 202523

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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